Power sum distributions

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Abstract

Let X1 …, Xn be jointly distributed random variates. The quantity log Σexp Xi is called the “power sum” of the variates X1 …, Xn. Previous articles [1, 4] find the moment generating function, expectation, and variance of the power sum of two normally distributed Xi’s. We generalize these results to the case of n jointly distributed variates.

Original languageEnglish (US)
Pages (from-to)740-742
Number of pages3
JournalJournal of the American Statistical Association
Volume68
Issue number343
DOIs
StatePublished - Sep 1973

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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